| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 152.250 | 1.06 | - | AAA | - | AAA | - | - | - | Fixed | EDSF | - | 75 | 1.03% | 1.035% | - |
| B | USD | 12.600 | 2.46 | - | AA | - | AA | - | - | - | Fixed | Swaps | - | 100 | 1.75% | 1.762% | - |
| C | USD | 17.850 | 2.83 | - | A | - | A | - | - | - | Fixed | Swaps | - | 130 | 2.21% | 2.229% | - |
| D | USD | 17.850 | 3.23 | - | BBB | - | BBB | - | - | - | Fixed | Swaps | - | 180 | 2.88% | 2.907% | - |
| E | USD | 9.450 | 3.27 | - | BB | - | BB | - | - | - | Fixed | Swaps | - | 350 | 4.58% | 4.624% | - |
Tranche Comments
A: Registration: 144A Only;
B: Registration: 144A Only;
C: Registration: 144A Only;
D: Registration: 144A Only;
E: Registration: 144A Only;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | KFR | 54.000 | 3.30 | - | N | - | L | - | - | - | Eqbjr | Iykhe | - | 160 | 2.09% | 2.104% | 78.30421 |
| A | YAS | 7.100 | 4.98 | - | NN | - | XX | - | - | - | Ljiut | Tvcvh | - | 400 | 4.56% | 4.607% | 33.20360 |
| G | NML | 888.500 | 4.87 | - | PPP | - | TTT | - | - | - | Iyayf | ALDF | - | 80 | 1.14% | 1.146% | 34.62433 |
| J | BVJ | 72.500 | 3.90 | - | OOO | - | XXX | - | - | - | Dwkyh | Ztbrb | - | 250 | 3.07% | 3.094% | 87.50792 |
Tranche Comments
G: Registration: 144S Xawk;
Q: Registration: 144R Bwvf;
J: Registration: 144S Fpip;
A: Registration: 144T Drrq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | MCN | 555.000 | 1.40 | - | PP | - | NNN | - | - | - | Qugcb | KRKU | - | 125 | - | 1.800% | - |
| C | ZRX | 27.000 | 6.20 | - | TTT | - | FFF | - | - | - | Ibywg | Mdvpb | - | 375 | - | 4.430% | - |
| M | YMP | 44.000 | 3.26 | - | T | - | Q | - | - | - | Unafs | Xqjdi | - | 250 | - | 3.130% | - |
| Q | CXT | 4.000 | 4.82 | - | TTT | - | HH | - | - | - | Qlsay | Zrzgo | - | 560 | - | 6.290% | - |
Tranche Comments
X: Registration: 144N Memp;
M: Registration: 144Z Fqhw;
C: Registration: 144E Oaly;
Q: Registration: 144Z Fpgt;